Eurizon Investment Sicav - Contingent Convertible Bonds Class I

The objective of this Sub-Fund is to achieve an average annual return, gross of management fees, greater than the performance of a portfolio of contingent convertible bonds (CoCos) issued by European financial institutions and represented by the customised Bloomberg Barclays European Banks CoCo 4% cap index. The Bloomberg Barclays European Banks CoCo 4% cap custom index hedged in EUR is based on the Bloomberg European Banks CoCo Index and measures the performance of contingent capital securities from issuers in the European Economic Area and Switzerland. This custom index includes only the banking sector with a cap of 4% per issuer. No guarantee is given that this objective will actually be achieved.